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Marathon Digital Holdings Inc MARA

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-15T20:04:24.656Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:54.720585475Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:23.600416+00:00

Share price$8.36
1D+3.6%
AH$7.63$7.82$8.02$8.22$8.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMARA
Sold putSold callAH

Marathon Digital Holdings Inc options

Live interpolated MARA call and put midpoint premiums by absolute delta.Marathon Digital Holdings Inc$0.04$0.22$0.39$0.57$0.74$7.54$7.90$8.27$8.63$9.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $8.36OPTION PRICELive MARA spot · $8.36MARA PRICE$0.06$0.08$0.10$0.12$0.14$0.17$0.21$0.25$0.28$0.32$0.36$0.39$0.43$0.07$0.08$0.12$0.15$0.18$0.21$0.24$0.27$0.31$0.41$0.50$0.60$0.69
PutsExpensive1.22×
CallsExpensive1.20×
SkewBearish+15.85 pp
Implied moveBearish±$0.45
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.87121.5%6.9%7.88126.2%6.4%
25Δ8.78119.5%6.0%8.01123.6%5.2%
30Δ8.68117.6%5.1%8.08123.7%4.7%
35Δ8.59115.6%4.1%8.15123.8%4.2%
40Δ8.49113.8%3.3%8.22123.8%3.7%
45Δ8.43113.4%2.9%8.30123.9%3.3%
50Δ8.36113.0%2.6%8.37124.0%2.8%
55Δ8.30112.6%2.3%8.44124.0%2.3%
60Δ8.23112.2%1.9%8.51125.0%1.9%
65Δ8.17111.7%1.6%8.63132.1%1.6%
70Δ8.10111.3%1.2%8.75139.3%1.4%
75Δ8.04110.9%0.9%8.86146.5%1.1%
80Δ7.97110.5%0.6%8.98153.7%0.9%

20Δ

Calls
Pseudo strike
8.87
IV
121.5%
B/E move
6.9%
Puts
Pseudo strike
7.88
IV
126.2%
B/E move
6.4%

25Δ

Calls
Pseudo strike
8.78
IV
119.5%
B/E move
6.0%
Puts
Pseudo strike
8.01
IV
123.6%
B/E move
5.2%

30Δ

Calls
Pseudo strike
8.68
IV
117.6%
B/E move
5.1%
Puts
Pseudo strike
8.08
IV
123.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
8.59
IV
115.6%
B/E move
4.1%
Puts
Pseudo strike
8.15
IV
123.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
8.49
IV
113.8%
B/E move
3.3%
Puts
Pseudo strike
8.22
IV
123.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
8.43
IV
113.4%
B/E move
2.9%
Puts
Pseudo strike
8.30
IV
123.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
8.36
IV
113.0%
B/E move
2.6%
Puts
Pseudo strike
8.37
IV
124.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
8.30
IV
112.6%
B/E move
2.3%
Puts
Pseudo strike
8.44
IV
124.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
8.23
IV
112.2%
B/E move
1.9%
Puts
Pseudo strike
8.51
IV
125.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
8.17
IV
111.7%
B/E move
1.6%
Puts
Pseudo strike
8.63
IV
132.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
8.10
IV
111.3%
B/E move
1.2%
Puts
Pseudo strike
8.75
IV
139.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
8.04
IV
110.9%
B/E move
0.9%
Puts
Pseudo strike
8.86
IV
146.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
7.97
IV
110.5%
B/E move
0.6%
Puts
Pseudo strike
8.98
IV
153.7%
B/E move
0.9%